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SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
8
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2005 0 0.61 0.09 0 65 65 75 6 7 0 0 2 33.3 6 0.09 0.36
2006 0.15 0.58 0.07 0.15 88 153 30 10 17 65 10 65 10 3 30 0 0.34
2007 0.02 0.52 0.01 0.02 71 224 26 3 20 153 3 153 3 1 33.3 0 0.29
2008 0.02 0.58 0.05 0.06 75 299 9 14 34 159 3 224 13 0 1 0.01 0.29
2009 0.04 0.59 0.04 0.04 65 364 3 16 50 146 6 299 13 4 25 1 0.02 0.33
2010 0.02 0.52 0.03 0.04 70 434 12 15 65 140 3 364 14 4 26.7 0 0.3
2011 0.03 0.61 0.03 0.03 82 516 54 17 82 135 4 369 10 7 41.2 2 0.02 0.36
2012 0.03 0.67 0.03 0.02 67 583 12 20 102 152 4 363 9 6 30 0 0.36
2013 0.04 0.64 0.02 0.02 47 630 15 10 112 149 6 359 6 0 0 0.34
2014 0.04 0.67 0.02 0.03 73 703 27 17 129 114 5 331 11 1 5.9 0 0.34
2015 0.05 0.65 0.02 0.04 50 753 13 17 146 120 6 339 14 0 1 0.02 0.36
2016 0.09 0.63 0.02 0.04 60 813 13 17 163 123 11 319 13 0 1 0.02 0.34
2017 0.04 0.61 0.02 0.02 28 841 8 17 180 110 4 297 7 0 0 0.33
2018 0.03 0.6 0.02 0.02 1 842 0 13 193 88 3 258 6 0 0 0.34
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Large vector auto regressions. (2011). Song, Song ; Bickel, Peter J. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2011-048.

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34
22005Stable distributions. (2005). Weron, Rafał ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-008.

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17
32005Optimal sticky prices under rational inattention. (2005). Maćkowiak, Bartosz ; Makowiak, Bartosz ; Wiederholt, Mirko. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-040.

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15
42016Cognitive load increases risk aversion. (2016). Uhlig, Harald ; Heekeren, Hauke ; Gerhardt, Holger ; Biele, Guido P. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2016-011.

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13
52005Worldscope meets Compustat: A comparison of financial databases. (2005). Weiner, Christian ; Ulbricht, Niels. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-064.

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12
62014Fiscal devaluation in a monetary union. (2014). Voigts, Simon ; Tervala, Juha ; Ganelli, Giovanni ; Engler, Philipp. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2014-011.

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9
72011What explains the German labor market miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2011-031.

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9
82015Cognitive bubbles. (2015). Meissner, Thomas ; Bosch-Rosa, Ciril ; Bosch-Domenech, Antoni. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2015-006.

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8
92007Does international outsourcing depress union wages?. (2007). Scheffel, Juliane ; Braun, Sebastian. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-033.

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8
102006Spectral calibration of exponential Lévy Models [2]. (2006). Reiss, Markus ; Belomestny, Denis. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-035.

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7
112006Spectral calibration of exponential Lévy Models [1]. (2006). Reiss, Markus ; Belomestny, Denis. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-034.

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7
122014Stale forward guidance. (2014). Nautz, Dieter ; Detmers, Gunda-Alexandra. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2014-027.

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7
132007Comparison of panel cointegration tests. (2007). Karaman, Deniz Dilan. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-029.

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6
142006PLS path modeling: A software review. (2006). Kreis, Henning ; Hildebrandt, Lutz ; Temme, Dirk. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-084.

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6
152005FFT based option pricing. (2005). Härdle, Wolfgang ; Borak, Szymon ; Detlefsen, Kai ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-011.

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6
162012Financial network systemic risk contributions. (2012). Schaumburg, Julia ; Hautsch, Nikolaus ; Schienle, Melanie. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2012-053.

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6
172006Probleme der Validierung mit Strukturgleichungsmodellen. (2006). Hildebrandt, Lutz ; Temme, Dirk. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-082.

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5
182006Regional labor markets, network externalities and migration: The case of German reunification. (2006). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-004.

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5
192005Competitive risk sharing contracts with one-sided commitment. (2005). Uhlig, Harald ; Krueger, Dirk. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-003.

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5
202005Selecting comparables for the valuation of European firms. (2005). Dittmann, Ingolf ; Weiner, Christian. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-002.

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4
212014Risky linear approximations. (2014). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2014-034.

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4
222007Union wage compression in a Right-to-Manage model. (2007). Vogel, Thorsten. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-009.

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4
232017Das deutsche Arbeitsmarktwunder: Eine Bilanz. (2017). Seele, Stefanie ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2017-022.

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4
242012Quantile regression in risk calibration. (2012). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chao, Shih-Kang. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2012-006.

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4
252005Value-at-risk calculations with time varying copulae. (2005). Härdle, Wolfgang ; Giacomini, Enzo ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-004.

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4
262008Solow residuals without capital stocks. (2008). Severgnini, Battista ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2008-040.

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4
272013The real consequences of financial stress. (2013). Semmler, Willi ; Mittnik, Stefan. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-011.

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3
282010How the brain integrates costs and benefits during decision making.. (2010). Heekeren, Hauke ; Basten, Ulrike ; Fiebach, Christian J ; Biele, Guido. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2010-063.

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3
292011Financial network systemic risk contributions. (2011). Schaumburg, Julia ; Hautsch, Nikolaus ; Schienle, Melanie. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2011-072.

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3
302006Time dependent relative risk aversion. (2006). Härdle, Wolfgang ; Giacomini, Enzo ; Handel, Michael ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-020.

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3
312005Conditional and dynamic convex risk measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-006.

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3
322008Testing monotonicity of pricing Kernels. (2008). Timofeev, Roman ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Golubev, Yuri. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2008-001.

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3
332005Optimal investments for risk- and ambiguity-averse preferences: A duality approach. (2005). Schied, Alexander. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-051.

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3
342006In search of non-Gaussian components of a high-dimensional distribution. (2006). Kawanabe, Motoaki ; Blanchard, Gilles ; Muller, Klaus-Robert ; Spokoiny, Vladimir ; Sugiyama, Masashi. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-040.

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3
352011Semiparametric estimation with generated covariates. (2011). Rothe, Christoph ; Mammen, Enno ; Schienle, Melanie. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2011-064.

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3
362008Structural constant conditional correlation. (2008). Weber, Enzo. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2008-015.

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2
372007Long-term orientation in family and non-family firms: A Bayesian analysis. (2007). Thams, Andreas ; Block, Jorn Hendrich. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-059.

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2
382013Disaster risk in a New Keynesian model. (2013). Brede, Maren. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-020.

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2
392010Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2010). Reiss, Markus ; Kappus, Johanna. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2010-015.

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2
402014Bootstrap confidence sets under model misspecification. (2014). Zhilova, Mayya ; Spokoiny, Vladimir. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2014-067.

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2
412009Regulatory risk under optimal incentive regulation. (2009). Strausz, Roland. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2009-006.

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2
422013Empirical research on corporate credit-ratings: A literature review. (2013). Matthies, Alexander B. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-003.

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2
432010Nonparametric regression with nonparametrically generated covariates. (2010). Rothe, Christoph ; Mammen, Enno ; Schienle, Melanie. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2010-059.

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2
442007Explaining asset prices with external habits and wage rigidities in a DSGE model. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-003a.

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2
452017Racial/Ethnic Differences In Non-Work At Work. (2017). Hamermesh, Daniel ; Burda, Michael ; Genadek, Katie R. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2017-019.

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2
462013Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests. (2013). Bettendorf, Timo ; Chen, Wenjuan. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-012.

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2
472007Explaining asset prices with external habits and wage rigidities in a DSGE model. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-003.

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2
482005Projection pursuit for exploratory supervised classification. (2005). Klinke, Sigbert ; Lee, Eun-Kyung ; Lumley, Thomas ; Cook, Dianne. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-026.

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1
492009Is cross-category brand loyalty determined by risk aversion?. (2009). Hildebrandt, Lutz ; Silberhorn, Nadja. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2009-061.

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1
502013Econometrics of co-jumps in high-frequency data with noise. (2013). Winkelmann, Lars ; Bibinger, Markus. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-021.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011What explains the German labor market miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2011-031.

Full description at Econpapers || Download paper

8
22011Large vector auto regressions. (2011). Song, Song ; Bickel, Peter J. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2011-048.

Full description at Econpapers || Download paper

6
32006Regional labor markets, network externalities and migration: The case of German reunification. (2006). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2006-004.

Full description at Econpapers || Download paper

4
42010How the brain integrates costs and benefits during decision making.. (2010). Heekeren, Hauke ; Basten, Ulrike ; Fiebach, Christian J ; Biele, Guido. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2010-063.

Full description at Econpapers || Download paper

3
52013The real consequences of financial stress. (2013). Semmler, Willi ; Mittnik, Stefan. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-011.

Full description at Econpapers || Download paper

3
62005Conditional and dynamic convex risk measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2005-006.

Full description at Econpapers || Download paper

2
72016Cognitive load increases risk aversion. (2016). Uhlig, Harald ; Heekeren, Hauke ; Gerhardt, Holger ; Biele, Guido P. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2016-011.

Full description at Econpapers || Download paper

2
82007Explaining asset prices with external habits and wage rigidities in a DSGE model. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-003.

Full description at Econpapers || Download paper

2
92013Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests. (2013). Bettendorf, Timo ; Chen, Wenjuan. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2013-012.

Full description at Econpapers || Download paper

2
102007Explaining asset prices with external habits and wage rigidities in a DSGE model. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:zbw:sfb649:sfb649dp2007-003a.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations